-28.4%
SYK vs XYL
-21.4%
-7.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -9.1% | +1.2% | -10.3% | -9.5% |
| 30D | -20.6% | -11.9% | -8.7% | -17.6% |
| 3M | -9.6% | -1.5% | -8.1% | -8.6% |
| 6M | -19.9% | -11.9% | -8.0% | -17.1% |
| YTD | -21.2% | -20.6% | -0.6% | -18.1% |
| 1Y | -28.4% | -23.5% | -4.9% | -26.1% |
| All | -28.4% | -21.4% | -7.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling